Now add your name with your font of choice. I used Impact set to 72 pixels. I used #FFA329 for the colour of the font with line width of 1.00 Black Anti-Alias Sharp. Now convert to Raster layer. Go to Effects - Bordure Mania - Ellipse - Then apply your filter as shown below.

Once your name is as you want it, apply Drop shadow the same as you did for the frame.